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QuantLib_YoYInflationCapFloor_arguments

NAME

QuantLib::YoYInflationCapFloor::arguments -

Arguments for YoY Inflation cap/floor calculation

SYNOPSIS

#include <ql/instruments/inflationcapfloor.hpp>

Inherits QuantLib::PricingEngine::arguments.

Public Member Functions

void validate () const

Public Attributes

YoYInflationCapFloor::Type type

boost::shared_ptr< YoYInflationIndex > index

Period observationLag

std::vector< Date > startDates

std::vector< Date > fixingDates

std::vector< Date > payDates

std::vector< Time > accrualTimes

std::vector< Rate > capRates

std::vector< Rate > floorRates

std::vector< Real > gearings

std::vector< Real > spreads

std::vector< Real > nominals

Detailed Description

Arguments for YoY Inflation cap/floor calculation

Author

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